-9.4%
NCLH vs VIK
+221.3%
-230.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -0.8% |
| 7D | -6.5% | -1.8% | -4.7% | -5.1% |
| 30D | -22.1% | -17.3% | -4.8% | -8.8% |
| 3M | -18.7% | -5.1% | -13.6% | -15.8% |
| 6M | -28.4% | +16.2% | -44.6% | -38.5% |
| YTD | -34.7% | +17.6% | -52.4% | -44.2% |
| 1Y | -42.7% | +33.5% | -76.2% | -56.0% |
| All | -9.4% | +221.3% | -230.7% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VIK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling